Tolkien started writing a sequel to "The Lord of the Rings" entitled "The New Shadow", a story that happens in Gondor some hundred years after Sauron's defeat and deals with an uprising of a Sauronic cult among Gondor's population. He didn't actually go on to finish it, but it was supposed to be exactly that, a crime-thriller in an urban environment. You can read the opening chapters in the twelfth volume of The History of Middle-Earth ("The Peoples of Middle Earth").